+235.9%
ROIV vs AEE
+62.2%
+173.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +1.0% | -2.3% | +3.2% | +1.4% |
| 3M | +18.3% | +0.2% | +18.1% | +18.0% |
| 6M | +18.3% | -4.7% | +23.1% | +19.1% |
| YTD | +61.0% | +8.1% | +52.9% | +58.0% |
| 1Y | +177.9% | +8.5% | +169.3% | +172.6% |
| 3Y | +199.1% | +48.9% | +150.2% | +175.8% |
| 5Y | +250.7% | +39.9% | +210.8% | +230.8% |
| All | +235.9% | +62.2% | +173.7% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling